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Schweser Self-Test: Derivatives - Question 1
Page 144-145:
Plain vanilla swap, fixed receiver.
Should be equivalent to going LONG a series of interest rate puts and going SHORT a series of interest rate calls, right?
Answer says this swap would be equivalent to going SHORT a series of interest rate puts and going SHORT a series of interest rate calls.
What am I missing? |
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发表于 2011-7-11 19:38
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